Acta Universitatis Lodziensis. Folia Oeconomica nr 225/2009
Browse by
CONTENT
-
Introduction
Czesław Domański, Anna Witaszczyk
-
First Statisticians of Łódź
Czesław Domański
-
Economic and Sociological Community of Łódź until the Year 1945
Julian Kuciński
-
The Method of Risk Measurement in Case of Stochastic Definition of Net Present Value
Jacek Białek
-
Optimum Chemical Balance Weighing Design with Correlated Errors Based on Bipartite and Ternary Designs
Bronisław Ceranka, Małgorzata Graczyk
-
Attempt to Assess Multivariate Normality Tests
Czesław Domański
-
Internal Cluster Quality Indexes for Classification of Symbolic Data
Andrzej Dudek
-
Measures of Diversity and the Classification Error in the Multiple-model Approach
Eugeniusz Gatnar
-
Limit Property of a Compound of the Generalized Negative Binomial and Beta Distributions
Tadeusz Gerstenkorn
-
An Influence of Distance Measure Among Sample Units on Efficiency of the Modified Synthetic Estimator : Monte Carlo Analysis
Tomasz Jurkiewicz
-
On the Multivariate Test for Stability of the Population Proportions
Grzegorz Kończak, Maria Czogała
-
On Testing Linearity of Trend Function
Grzegorz Kończak, Janusz Wywiał
-
A Proposal of New Classification Algorithm
Jerzy Korzeniewski
-
About Robust Estimators of Average Shape and Variance of Shape
Daniel Kosiorowski
-
Ordering the Spatial Units by the Non-standard Method at Various Standarization Transformations
Andrzej Mantaj, Wiesław Wagner
-
Kruskal-Wallis Test in Multiple Comparisons
Dariusz Parys
-
Sequential Probability Ratio Test for Mean Based on Pseudo-Likelihood Function
Dorota Pckasiewicz
-
Estimation of Variance of Logistic Regression Predictors for Small Areas
Krystyna Pruska
-
The Wavelet Transform in Regression
Joanna Trzęsiok
-
Clustering Methods Applied to Reduce the Training Sample Size in Support Vector Machines
Michał Trzęsiok
-
Remarks on Classical Means for One and Many Samples
Wiesław Wagner
-
Forecasting Income Distributions of Households in Poland on the Basis of Markov Chains
Andrzej Czajkowski
-
Macroeconomic Risk of Investment Portfolios at the Warsaw Stock Exchange
Felicjan Jaguś
-
Comparing Income Distributions - Methods and their Application to Wage Distributions in Poland
Alina Jędrzejczak
-
Application of Discriminant Analysis and Neural Networks to Forecasting the Financial Standing of Farms
Joanna Kisielińska
-
Using Artificial Neural Networks to Predict Stock Prices
Tomasz Kozdraj
-
Duration of Unemployment in the Area of the District Job Centre of Pabianice in the Year 2005 : Empirical Analysis of Changes in Time by Demo-Social Features
Anna Malarska
-
Evaluation of Investing Efficiency of Open Pension Funds by Means of the Method of Cluster Analysis
Artur Mikulec
-
Knowledge Indicators for Polish Provinces
Andrzej Pawluczuk
-
Selected Premium Estimation Methods in Automobile Liability Insurance
Anna Szymańska
I. STATISTICAL METHODS
II. APPLICATIONS
Zadanie pt. Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki nr 885/P-DUN/2014 zostało dofinansowane ze środków MNiSW w ramach działalności upowszechniającej naukę.
Recent Submissions
-
Duration of Unemployment in the Area of the District Job Centre of Pabianice in the Year 2005 : Empirical Analysis of Changes in Time by Demo-Social Features
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Duration is one of the most serious drawbacks of the national unemployment. Some data on the unemployment structure including duration of remaining unemployed and selected demo-social features are available on the government ... -
Sequential Probability Ratio Test for Mean Based on Pseudo-Likelihood Function
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Hypotheses about expected value of random variable can be verified by means of the parametric sequential probability ratio test in case of the known class of this variable's distribution. The problem with verification of ... -
Using Artificial Neural Networks to Predict Stock Prices
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Artificial neural networks constitute one of the most developed conception of artificial intelligence. They are based on pragmatic mathematical theories adopted to tasks resolution. A wide range of their applications also ... -
The Wavelet Transform in Regression
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)The wavelet transform was introduced in the 19S0's and it was developed as an alternative in tin short time Fourier transform. The wavelets theory is very popular in signal processing and pattern recognition and its ... -
Estimation of Variance of Logistic Regression Predictors for Small Areas
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Logistic regression models can be applied for analysis of Bernoulli variables in studies of small areas. In the paper the logistic regression predictors for parameter of the Bernoulli distribution and an estimation of ... -
Kruskal-Wallis Test in Multiple Comparisons
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)In this paper we show that the Kruskal-Wallis test can be transform to quadratic form among the Mann-Whitney or Kendal τ au concordance measures between pairs of treatments. A multiple comparisons procedure based on patterns ... -
Evaluation of Investing Efficiency of Open Pension Funds by Means of the Method of Cluster Analysis
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)The following study aims at analyzing the activity of open pension funds so far. To evaluate their efficiency, the author uses profitability indicators of investment portfolio such as Sharpe, Treynor and Jensen Ratio as ... -
Application of Discriminant Analysis and Neural Networks to Forecasting the Financial Standing of Farms
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)The aim of the research was to determinate a linear discriminant function and neural network that could be applied for financial situation forecasting in polish farms sector. The construction of discriminant models was ... -
Comparing Income Distributions - Methods and their Application to Wage Distributions in Poland
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Rankings of income distributions are usually based on comparisons of social welfare. Assuming more or less general form of a social welfare function we can compare income distributions in time and in space. Income inequality ... -
Forecasting Income Distributions of Households in Poland on the Basis of Markov Chains
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)In order to forecast income distributions of population, we can make use of, among others, stochastic processes. These processes can be used to determine probabilities of transition of households from one income class to ... -
On the Multivariate Test for Stability of the Population Proportions
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)The paper investigates the problem of testing the hypothesis of the stability proportion for multiple attributes. It is assumed that two random samples of size n0 and n1, respectively an selected from the population. In ... -
A Proposal of New Classification Algorithm
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)In the paper a new method of classifying points to a predetermined number of classes is presented. The method is based on the use of the sample/window mean shift technique to obtain a synthetic insight into the data set ... -
An Influence of Distance Measure Among Sample Units on Efficiency of the Modified Synthetic Estimator : Monte Carlo Analysis
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)The problem of insufficient number of sample observations representing a given population domain of interest (small area) can be solved by applying estimators, which will be able to combine sample information from the given ... -
Internal Cluster Quality Indexes for Classification of Symbolic Data
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)This paper describes main classification methods used for symbolic data (e.g. data in form of: single quantitative value, categorical value, interval, multivalued variable, multivaliued variable with weights) presents ... -
On Testing Linearity of Trend Function
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Testing the goodness of fit between a hypothetical trend function and its non-parametric variant will be considered. This problem was analysed e.g. by Domanski (1979, 1990), Wywiał (1990, 1995). Our result can be treated ... -
Ordering the Spatial Units by the Non-standard Method at Various Standarization Transformations
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Applying various standardization transformations for the set of characteristics we receive various ordering of spatial units. In the paper for the purpose of ordering we used the nonstandard method in two variants: of the ... -
Selected Premium Estimation Methods in Automobile Liability Insurance
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Correct insurance premiums estimation constitutes the basis for the insurance activity. Premiums should be estimated in a way that does not let the insurance company incur financial losses and prevents the insured from ... -
Knowledge Indicators for Polish Provinces
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)Knowledge-based economy (KBE) has been recently the subject of many analyses and academic research. Methods of its assessment have been worked out by a few international institutions such as the World Bank. Their experts ... -
Remarks on Classical Means for One and Many Samples
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)In the paper there were given basic designations for one and many samples in reference to classical means. In the next there were introduced the optimization criteria defining classical means for one sample, also for the ... -
Macroeconomic Risk of Investment Portfolios at the Warsaw Stock Exchange
(Wydawnictwo Uniwersytetu Łódzkiego, 2009)The essay presents the attempt to examine selected macroeconomic risk factors of portfolio Investments in Polish capital market as well as to build investment portfolios sensitive to particular risk profiles. With this ...